Mean-variance as an approximation to expected utility maximization : semi-ex-ante results
Year of publication: |
1995
|
---|---|
Authors: | Ederington, Louis H. |
Published in: |
Advances in financial economics. - Bingley : Emerald, ISSN 1569-3732, ZDB-ID 1376029-4. - Vol. 1.1995, p. 81-98
|
Subject: | CAPM | Nutzenfunktion | Utility function | Theorie | Theory | Schätzung | Estimation | USA | United States | 1970-1979 |
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